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Compare Special 2

None Rebalancing
EUR
Moderate Risk
8.2yr backtest

Performance Summary

Total Return+172.62%
Annualized Return+12.96%
Volatility+15.99%
Sharpe Ratio0.69
Max Drawdown+33.71%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio invested 100% in global developed markets through the Fidelity MSCI World Index for stable, long-term growth.
AssetTypeAllocationTER
IE00BYX5NX33
Fidelity MSCI World Index P EUR ACCIE00BYX5NX33
FUND
100.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,262.2
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 100 months (65%)
Monthly Returns Heatmap
Best month: +11.1% • Worst month: -13.1% • Best year: 2021 (+31.0%) • Worst year: 2022 (-12.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+1.5%-4.0%+7.6%+5.1%-1.1%------+10.0%
2025+3.1%-0.8%-8.0%-4.1%+6.1%+0.9%+3.9%+0.3%+2.8%+3.8%-0.3%-0.4%+6.7%
2024+2.9%+4.6%+3.4%-2.8%+2.9%+3.3%+0.8%+0.3%+1.0%+0.8%+7.5%-0.7%+26.5%
2023+5.2%-0.1%+0.7%+0.1%+2.5%+3.6%+2.3%-0.9%-1.9%-2.8%+6.0%+3.6%+19.6%
2022-3.9%-2.7%+3.8%-3.3%-1.4%-6.4%+10.7%-2.8%-6.9%+6.2%+2.7%-7.6%-12.6%
2021-0.3%+2.6%+6.7%+2.2%-0.1%+4.7%+1.7%+2.9%-2.3%+5.8%+0.6%+3.2%+31.0%
2020+0.7%-7.6%-13.1%+11.1%+3.2%+1.7%-0.5%+5.4%-1.5%-2.4%+9.8%+1.9%+6.3%
2019+7.3%+3.8%+2.8%+3.7%-5.2%+4.3%+2.8%-1.0%+3.1%+0.2%+4.0%+1.2%+29.9%
2018---2.2%+3.0%+4.2%-0.1%+2.9%+1.8%+0.7%-5.0%+1.2%-8.5%-2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.71% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -16.8%.

Detailed Metrics

Returns
Total Return
+172.62%
Annualized Return
+12.96%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+15.99%
Max Drawdown
+33.71%
Positive Months
65%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
6.62
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,262.2
Backtest Period
2018-03-20 to 2026-06-11
8.2 years
Rebalancing
none
Base Currency
EUR
Compare Special 2 | +13.0% CAGR | ETF Backtest